Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 21.97% | 0.05 CHF | 0.06 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 36'844 CHF | 5'094 CHF | 99.16% | 99.16% |
08.05.2024 | 36.19% | 0.03 CHF | 0.04 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 21'004 CHF | 3'334 CHF | 99.17% | 99.17% |
07.05.2024 | 29.79% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 26'040 CHF | 3'893 CHF | 97.94% | 97.94% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'000 CHF | 3'000 CHF | 99.17% | 99.17% |
03.05.2024 | 39.94% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'045 CHF | 3'005 CHF | 99.16% | 99.16% |
02.05.2024 | 37.94% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 19'626 CHF | 3'181 CHF | 99.15% | 99.15% |
30.04.2024 | 28.40% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 27'374 CHF | 4'042 CHF | 99.17% | 99.17% |
29.04.2024 | 29.72% | 0.03 CHF | 0.04 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 26'094 CHF | 3'899 CHF | 99.17% | 99.17% |
26.04.2024 | 27.18% | 0.03 CHF | 0.04 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 28'968 CHF | 4'219 CHF | 99.16% | 99.16% |
25.04.2024 | 39.99% | 0.02 CHF | 0.03 CHF | 900'000 | 100'000 | 900'000 | 100'000 | 18'010 CHF | 3'001 CHF | 98.10% | 98.10% |